JSci.maths.statistics
Class ParetoDistribution

java.lang.Object
  JSci.maths.statistics.ProbabilityDistribution
      JSci.maths.statistics.ParetoDistribution

public final class ParetoDistribution
extends ProbabilityDistribution

The ParetoDistribution class provides an object for encapsulating Pareto distributions.

Constructor Summary

ParetoDistribution(double sh, double sc)
Constructs a Pareto distribution.

Method Summary

double	cumulative(double X) Cumulative Pareto distribution function.
double	getMean() Returns the mean.
double	getScaleParameter() Returns the scale parameter.
double	getShapeParameter() Returns the shape parameter.
double	getVariance() Returns the variance.
double	inverse(double probability) Inverse of the cumulative Pareto distribution function.
double	probability(double X) Probability density function of a Pareto distribution.

Methods inherited from class JSci.maths.statistics.ProbabilityDistribution

checkRange, checkRange, findRoot

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ParetoDistribution

public ParetoDistribution(double sh,
                          double sc)

Constructs a Pareto distribution.

Parameters:

sh - the shape.

sc - the scale.

Method Detail

getShapeParameter

public double getShapeParameter()

Returns the shape parameter.

getScaleParameter

public double getScaleParameter()

Returns the scale parameter.

getMean

public double getMean()

Returns the mean.

getVariance

public double getVariance()

Returns the variance.

probability

public double probability(double X)

Probability density function of a Pareto distribution. P(X) = (a/X) (s/X)^a.

Specified by:

probability in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x has the value X, i.e. P(x=X).

cumulative

public double cumulative(double X)

Cumulative Pareto distribution function.

Specified by:

cumulative in class ProbabilityDistribution

Returns:

the probability that a stochastic variable x is less then X, i.e. P(x<X).

inverse

public double inverse(double probability)

Inverse of the cumulative Pareto distribution function.

Specified by:

inverse in class ProbabilityDistribution

Returns:

the value X for which P(x<X).